On strong deviation theorems concerning array of dependent random sequence
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作者:
Hu, Ping
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机构:
Anhui Univ Technol, Sch Math & Phys Sci & Engn, Maan Shan 243002, Peoples R ChinaAnhui Univ Technol, Sch Math & Phys Sci & Engn, Maan Shan 243002, Peoples R China
Hu, Ping
[1
]
Chen, Mengru
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机构:
Anhui Univ Technol, Sch Math & Phys Sci & Engn, Maan Shan 243002, Peoples R ChinaAnhui Univ Technol, Sch Math & Phys Sci & Engn, Maan Shan 243002, Peoples R China
Chen, Mengru
[1
]
Chen, Shu
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机构:
Anhui Univ Technol, Sch Math & Phys Sci & Engn, Maan Shan 243002, Peoples R ChinaAnhui Univ Technol, Sch Math & Phys Sci & Engn, Maan Shan 243002, Peoples R China
Chen, Shu
[1
]
Wang, Zhong-zhi
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机构:
Anhui Univ Technol, Sch Math & Phys Sci & Engn, Maan Shan 243002, Peoples R ChinaAnhui Univ Technol, Sch Math & Phys Sci & Engn, Maan Shan 243002, Peoples R China
Wang, Zhong-zhi
[1
]
机构:
[1] Anhui Univ Technol, Sch Math & Phys Sci & Engn, Maan Shan 243002, Peoples R China
strong deviation theorem;
sample-divergence rate;
arithmetic mean;
geometric mean;
strong law of large number;
LIMIT-THEOREMS;
DELAYED SUMS;
D O I:
10.1080/03610926.2021.1967396
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
Let xi={xi(ni),1 <= i <= n}(n is an element of N) be an array of random variables on the probability space (Omega,F,P). Let Q be another probability measure on F and, assume that under the law of Q, xi is row-wise independent. Let h(P parallel to Q) be the sample-divergence rate of P with respect to Q related to xi. A kind of strong deviation theorems, represented by h(P parallel to Q), of the arithmetic mean and the geometric mean of xi are obtained. Moreover, no conditions are imposed on the joint distribution of xi.